+95.3%
CPRT vs AVTR
+1.1%
+94.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.8% |
| 30D | +8.2% | +8.4% | -0.1% | +6.0% |
| 3M | +2.3% | +50.2% | -47.9% | -8.5% |
| 6M | -14.7% | +82.6% | -97.3% | -27.9% |
| YTD | -18.2% | +29.8% | -48.0% | -24.7% |
| 1Y | -33.4% | +16.0% | -49.3% | -37.8% |
| 3Y | -28.3% | -26.4% | -1.9% | -27.3% |
| 5Y | -9.8% | -64.5% | +54.6% | +12.8% |
| All | +95.3% | +1.1% | +94.2% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling